+36.2%
EMB vs ED
+147.1%
-110.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -0.9% | +2.1% | -3.0% | -1.1% |
| 30D | +0.4% | +10.4% | -10.0% | -0.6% |
| 3M | -3.1% | +12.5% | -15.7% | -4.3% |
| 6M | -2.1% | +14.9% | -17.0% | -3.5% |
| YTD | -1.1% | +24.8% | -25.9% | -3.4% |
| 1Y | -0.1% | +23.8% | -23.9% | -2.4% |
| 3Y | +29.6% | +51.6% | -22.1% | +23.4% |
| 5Y | +7.2% | +86.4% | -79.2% | +0.2% |
| All | +36.2% | +147.1% | -110.9% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ED wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling